+556.6%
SNPS vs O
+50.0%
+506.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | -5.8% | -2.0% | -3.8% | -5.2% |
| 3M | -17.2% | +3.0% | -20.2% | -18.2% |
| 6M | -10.4% | -3.6% | -6.7% | -9.8% |
| YTD | -16.5% | +12.1% | -28.6% | -20.3% |
| 1Y | -35.6% | +8.9% | -44.5% | -38.0% |
| 3Y | -14.6% | +30.3% | -45.0% | -24.2% |
| 5Y | +16.5% | +13.7% | +2.8% | +8.7% |
| 10Y | +556.6% | +50.3% | +506.3% | +454.8% |
| All | +556.6% | +50.0% | +506.5% | +454.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded O wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling